How do you backtest: chart replay, spreadsheets or code?

Backtesting ranges from scrolling back through charts and writing down every setup, to replay tools that hide future candles, to coded tests across years of data.

How do you do it?

• which method or tool you use (describe it; no links to paid products)
• how many trades you collect before trusting the results
• how you account for spread, commission, swap and slippage
• how you avoid tuning the rules until the past looks perfect

That last point is where most backtests go wrong. Rules adjusted to fit one stretch of data often fall apart on the next. If you keep part of your data back to test the finished rules, explain how you split it.